CBOT 10-Year T-Note Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
115-315 |
-0-145 |
-0.4% |
118-180 |
| High |
116-250 |
116-055 |
-0-195 |
-0.5% |
118-190 |
| Low |
116-030 |
115-100 |
-0-250 |
-0.7% |
115-100 |
| Close |
116-115 |
116-045 |
-0-070 |
-0.2% |
116-045 |
| Range |
0-220 |
0-275 |
0-055 |
25.0% |
3-090 |
| ATR |
0-273 |
0-277 |
0-004 |
1.6% |
0-000 |
| Volume |
1,085,169 |
985,254 |
-99,915 |
-9.2% |
4,546,717 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-145 |
118-050 |
116-196 |
|
| R3 |
117-190 |
117-095 |
116-121 |
|
| R2 |
116-235 |
116-235 |
116-095 |
|
| R1 |
116-140 |
116-140 |
116-070 |
116-188 |
| PP |
115-280 |
115-280 |
115-280 |
115-304 |
| S1 |
115-185 |
115-185 |
116-020 |
115-232 |
| S2 |
115-005 |
115-005 |
115-315 |
|
| S3 |
114-050 |
114-230 |
115-289 |
|
| S4 |
113-095 |
113-275 |
115-214 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-168 |
124-197 |
117-302 |
|
| R3 |
123-078 |
121-107 |
117-014 |
|
| R2 |
119-308 |
119-308 |
116-238 |
|
| R1 |
118-017 |
118-017 |
116-141 |
117-118 |
| PP |
116-218 |
116-218 |
116-218 |
116-109 |
| S1 |
114-247 |
114-247 |
115-269 |
114-028 |
| S2 |
113-128 |
113-128 |
115-172 |
|
| S3 |
110-038 |
111-157 |
115-076 |
|
| S4 |
106-268 |
108-067 |
114-108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-190 |
115-100 |
3-090 |
2.8% |
0-254 |
0.7% |
25% |
False |
True |
909,343 |
| 10 |
118-190 |
115-100 |
3-090 |
2.8% |
0-243 |
0.7% |
25% |
False |
True |
879,783 |
| 20 |
119-100 |
115-100 |
4-000 |
3.4% |
0-232 |
0.6% |
21% |
False |
True |
835,133 |
| 40 |
119-305 |
114-010 |
5-295 |
5.1% |
0-259 |
0.7% |
36% |
False |
False |
1,253,162 |
| 60 |
119-305 |
113-250 |
6-055 |
5.3% |
0-236 |
0.6% |
38% |
False |
False |
1,047,829 |
| 80 |
119-305 |
110-275 |
9-030 |
7.8% |
0-191 |
0.5% |
58% |
False |
False |
799,228 |
| 100 |
119-305 |
110-275 |
9-030 |
7.8% |
0-153 |
0.4% |
58% |
False |
False |
675,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-264 |
|
2.618 |
118-135 |
|
1.618 |
117-180 |
|
1.000 |
117-010 |
|
0.618 |
116-225 |
|
HIGH |
116-055 |
|
0.618 |
115-270 |
|
0.500 |
115-238 |
|
0.382 |
115-205 |
|
LOW |
115-100 |
|
0.618 |
114-250 |
|
1.000 |
114-145 |
|
1.618 |
113-295 |
|
2.618 |
113-020 |
|
4.250 |
111-211 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-002 |
116-112 |
| PP |
115-280 |
116-090 |
| S1 |
115-238 |
116-068 |
|